The Frenchman replaced Leonardo Jardim as the Ligue 1 side's boss in October 2018, but lasted just 104 days in the job before Jardim returned with the club in 19th.
Henry led Monaco to just two wins from 12 league games before he was sacked in January, and Russia international Golovin said his nerves were noticeable on the training ground.
"Maybe Henry didn’t kill the role of the player inside of him,” he told KpaCaba.
"When things weren’t working out during practice he would get nervous and yell a lot. Maybe it was unnecessary.
"He was a very strong player and the only players near his level at Monaco are maybe [Radamel] Falcao and [Cesc] Fabregas.
"He would try to go out onto the field and show us how to practice and yell.
"Maybe a different manager would say 'let’s go, get it together', but he would get nervous right away and run onto the field and start playing and showing us things.
"He would scream 'try to get the ball away from me'. Players were mostly calm, but maybe they were in a bit of shock."
Monaco’s form has improved since Jardim’s return to the bench – the principality club have lost just one of their last 10 games, leaving them in 16th place and seven points clear of the relegation play-off spot.
"You could tell he (Henry) didn’t fully transition into the role of manager,” Golovin said.
"There were times when he would feel hurt and not talk to us and review tactics for hours. After Jardim came back, positivity during training came back.
"It’s much harder being the main coach rather than the fun assistant manager when you realise everything is on your shoulders.
"He wanted to advance the youth at the club and brought up six players to train with the main team. He trusted young players and I liked that."
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